CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 29-Feb-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2008 |
29-Feb-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9450 |
0.9600 |
0.0150 |
1.6% |
0.9384 |
| High |
0.9573 |
0.9689 |
0.0116 |
1.2% |
0.9689 |
| Low |
0.9437 |
0.9582 |
0.0145 |
1.5% |
0.9308 |
| Close |
0.9551 |
0.9675 |
0.0124 |
1.3% |
0.9675 |
| Range |
0.0136 |
0.0107 |
-0.0029 |
-21.3% |
0.0381 |
| ATR |
0.0093 |
0.0096 |
0.0003 |
3.5% |
0.0000 |
| Volume |
631 |
514 |
-117 |
-18.5% |
3,039 |
|
| Daily Pivots for day following 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9970 |
0.9929 |
0.9734 |
|
| R3 |
0.9863 |
0.9822 |
0.9704 |
|
| R2 |
0.9756 |
0.9756 |
0.9695 |
|
| R1 |
0.9715 |
0.9715 |
0.9685 |
0.9736 |
| PP |
0.9649 |
0.9649 |
0.9649 |
0.9659 |
| S1 |
0.9608 |
0.9608 |
0.9665 |
0.9629 |
| S2 |
0.9542 |
0.9542 |
0.9655 |
|
| S3 |
0.9435 |
0.9501 |
0.9646 |
|
| S4 |
0.9328 |
0.9394 |
0.9616 |
|
|
| Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0700 |
1.0569 |
0.9885 |
|
| R3 |
1.0319 |
1.0188 |
0.9780 |
|
| R2 |
0.9938 |
0.9938 |
0.9745 |
|
| R1 |
0.9807 |
0.9807 |
0.9710 |
0.9873 |
| PP |
0.9557 |
0.9557 |
0.9557 |
0.9590 |
| S1 |
0.9426 |
0.9426 |
0.9640 |
0.9492 |
| S2 |
0.9176 |
0.9176 |
0.9605 |
|
| S3 |
0.8795 |
0.9045 |
0.9570 |
|
| S4 |
0.8414 |
0.8664 |
0.9465 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0144 |
|
2.618 |
0.9969 |
|
1.618 |
0.9862 |
|
1.000 |
0.9796 |
|
0.618 |
0.9755 |
|
HIGH |
0.9689 |
|
0.618 |
0.9648 |
|
0.500 |
0.9636 |
|
0.382 |
0.9623 |
|
LOW |
0.9582 |
|
0.618 |
0.9516 |
|
1.000 |
0.9475 |
|
1.618 |
0.9409 |
|
2.618 |
0.9302 |
|
4.250 |
0.9127 |
|
|
| Fisher Pivots for day following 29-Feb-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9662 |
0.9628 |
| PP |
0.9649 |
0.9581 |
| S1 |
0.9636 |
0.9535 |
|